Turn two planes into a volume
Bridge Edge Loops should work here. 


Join both planes into one object through Object > Join, Ctrl+J
Use edge selection and go Select > All by Trait > Non Manifold (to select the loops)
Then Edge > Bridge Edge Loops




Edit:
In your case, the mesh has two forgotten edges in one of it's corners (one on each plane). Just delete them an it will work no problem.
After all that you can recalculate normals so they're all pointing the right way